+1,058.3%
MSTR vs PEP
+625.2%
+433.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -14.2% | +1.1% | -15.2% | -14.5% |
| 30D | -19.9% | +13.6% | -33.5% | -23.2% |
| 3M | +27.3% | +5.1% | +22.2% | +24.6% |
| 6M | -37.6% | -1.6% | -35.9% | -37.8% |
| YTD | -19.5% | +3.3% | -22.8% | -21.5% |
| 1Y | -47.1% | +3.2% | -50.3% | -48.4% |
| 3Y | +140.3% | -3.9% | +144.2% | +134.1% |
| 5Y | +49.5% | +4.0% | +45.5% | +42.7% |
| 10Y | +521.9% | +90.1% | +431.7% | +373.9% |
| All | +1,058.3% | +625.2% | +433.1% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling